Anic Equity¶

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Total return since start: 0.555 %¶

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Equity now: -----------------------------> 47489.98 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46091.99 Kr¶

PnL: ---------------------------------------> -796.58 Kr¶

DD now: ---------------------------------> -2.344 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 12:36:46.431009'

Anic Portfolio¶

Today¶

Return: 0.381 %¶

This Week¶

Return: -0.883 %¶

Total¶

Return: 55.47 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.960000 3140.000000 213.000000 7.280000 2927.000000
HEBA B 70 0.510000 2786.000000 150.000000 5.690000 2636.000010
HMS Networks 2 -1.060000 782.400000 109.400000 16.260000 673.000000
Nordea Bank Abp 29 1.760000 3544.960000 90.960000 2.630000 3453.999992
SAAB B 8 -0.420000 3428.800000 51.800000 1.530000 3377.000000
MedCap 2 -0.220000 462.000000 41.000000 9.740000 421.000000
Samhällsbyggnadsbo. i Norden B 20 1.440000 395.400000 40.400000 11.380000 355.000000
Boozt 12 1.290000 1693.200000 39.200000 2.370000 1653.999996
Resurs Holding 22 1.820000 604.560000 30.560000 5.320000 573.999998
Corem Property Group B 59 0.790000 603.570000 26.570000 4.600000 576.999999
Swedbank A 3 1.880000 586.650000 22.650000 4.020000 564.000000
AcadeMedia 12 -0.330000 576.720000 19.720000 3.540000 557.000004
Intrum 4 0.180000 545.800000 18.800000 3.570000 527.000000
Securitas B 6 1.900000 587.040000 17.040000 2.990000 570.000000
OEM International B 7 -0.380000 543.900000 15.900000 3.010000 527.999997
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
Norva24 Group 16 -0.230000 552.640000 9.640000 1.780000 543.000000
Fastighetsbolag. Emilshus Pref 21 -0.910000 570.150000 8.150000 1.450000 562.000005
Creaspac SPAC 6 0.520000 583.800000 6.800000 1.180000 577.000002
Samhällsbyggnadsbo. i Norden D 12 2.330000 252.480000 6.480000 2.630000 246.000000
Coor Service Management Hold. 8 0.220000 536.800000 4.800000 0.900000 532.000000
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Handelsbanken A 5 0.740000 544.000000 -2.000000 -0.370000 546.000000
CTEK 13 -2.960000 514.930000 -19.070000 -3.570000 533.999999
Midsona B 63 -0.780000 563.850000 -19.150000 -3.280000 582.999984
International Petroleum Corp. 5 4.080000 574.500000 -20.070000 -3.380000 594.565215
Essity B 2 -0.760000 545.000000 -29.000000 -5.050000 574.000000
Essity A 4 -0.550000 1092.000000 -57.000000 -4.960000 1149.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Sampo Oyj SDB 7 0.650000 3783.500000 -66.500000 -1.730000 3850.000000
Fasadgruppen Group 35 1.940000 3682.000000 -129.000000 -3.380000 3810.999990
Beijer Electronics Group 26 -2.230000 2740.400000 -230.600000 -7.760000 2971.000006
OX2 18 1.020000 1432.800000 -231.200000 -13.890000 1663.999992
Axfood 13 0.520000 3486.600000 -269.400000 -7.170000 3756.000001
Ovzon 52 -0.750000 2756.000000 -606.000000 -18.020000 3361.999992
TOTAL 46091.990000 -796.580000 -2.34405% 46888.564618

Updated:¶

'2023-01-27 12:36:59.497821'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶